عنوان
پدید آورنده
موضوع
رده
QA 402.37 .K87 1992
QA
402
.
37
.
K87
1992
کتابخانه
محل استقرار
02BL0000000001737
انگلیسی
Numerical methods for stochastic control problems in continuous time
Harold J. Kushner, Paul G. Dupuis
New York
Springer-Verlag
c1992
ix, 439 p. : ill. ; 25 cm
1 , 1737 , 2-1
Applications of mathematics ; 24
Includes bibliographical references )p. ]423[-431( and indexes.
Stochastic control theory
Markov processes
Numerical analysis
QA
402
.
37
.
K87
1992
Kushner, Harold J. )Harold Joseph(, 1933-
AU
Dupuis, Paul
